The traditional differential diagnosis of membranous nephropathy (MN) mainly relies on clinical symptoms, serological examination and optical renal biopsy. However, there is a probability of false positives in the optical inspection results, and it is unable to detect the change of biochemical components, which poses an obstacle to pathogenic mechanism analysis. Microscopic hyperspectral imaging can reveal detailed component information of immune complexes, but the high dimensionality of microscopic hyperspectral image brings difficulties and challenges to image processing and disease diagnosis. In this paper, a novel classification framework, including spatial-spectral density peaks-based discriminant analysis (SSDP), is proposed for intelligent diagnosis of MN using a microscopic hyperspectral pathological dataset. SSDP constructs a set of graphs describing intrinsic structure of MHSI in both spatial and spectral domains by employing density peak clustering. In the process of graph embedding, low-dimensional features with important diagnostic information in the immune complex are obtained by compacting the spatial-spectral local intra-class pixels while separating the spectral inter-class pixels. For the MN recognition task, a support vector machine (SVM) is used to classify pixels in the low-dimensional space. Experimental validation data employ two types of MN that are difficult to distinguish with optical microscope, including primary MN and hepatitis B virus-associated MN. Experimental results show that the proposed SSDP achieves a sensitivity of 99.36%, which has potential clinical value for automatic diagnosis of MN.